Pages that link to "Item:Q1162768"
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The following pages link to Martingales and stochastic integrals in the theory of continuous trading (Q1162768):
Displayed 50 items.
- Numerical simulations for the pricing of options in jump diffusion markets (Q442180) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (Q451153) (← links)
- Hedging processes for catastrophe options (Q457624) (← links)
- A note on the condition of no unbounded profit with bounded risk (Q468417) (← links)
- Optimal portfolio choice for a behavioural investor in continuous-time markets (Q470664) (← links)
- Pricing and managing risks of European-style options in a Markovian regime-switching binomial model (Q470671) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- International market links and volatility transmission (Q528027) (← links)
- The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads (Q553523) (← links)
- Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915) (← links)
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- Interest rate theory and geometry (Q604623) (← links)
- Shape factors and cross-sectional risk (Q609842) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- Closed-form solutions for pricing credit-risky bonds and bond options (Q632832) (← links)
- Utility-based indifference pricing in regime-switching models (Q640157) (← links)
- Credit risky securities valuation under a contagion model with interacting intensities (Q642743) (← links)
- Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
- On a statistical analysis of implied data (Q651380) (← links)
- Characteristic functions and option valuation in a Markov chain market (Q651452) (← links)
- Regime-switching risk: to price or not to price? (Q655231) (← links)
- Esscher transforms and consumption-based models (Q659151) (← links)
- Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198) (← links)
- Markov-modulated jump-diffusions for currency option pricing (Q659253) (← links)
- A hidden Markov regime-switching model for option valuation (Q661263) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- Correlation and the pricing of risks (Q665786) (← links)
- The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
- An analytically tractable model for pricing multiasset options with correlated jump-diffusion equity processes and a two-factor stochastic yield curve (Q670282) (← links)
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- Rational asset pricing bubbles and portfolio constraints (Q694734) (← links)
- Pricing rate of return guarantees in regular premium unit linked insurance (Q704417) (← links)
- On a stochastic heat equation with first order fractional noises and applications to finance (Q714080) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- `Finem Lauda' or the risks in swaps (Q751146) (← links)
- Variational inequalities and the pricing of American options (Q751451) (← links)
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- A martingale approach to premium calculation principles in an arbitrage free market (Q758074) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- Equivalent locally martingale measure for the deflator process on ordered Banach algebra (Q780496) (← links)
- A note on a simplified approach to the valuation of risky streams (Q788598) (← links)
- Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
- A binomial contingent claims model for valuing risky ventures (Q803013) (← links)
- Asset pricing for general processes (Q804457) (← links)
- A variational problem arising in financial economics (Q811312) (← links)
- Total risk aversion and the pricing of options (Q811316) (← links)
- Using multi-agent simulation to understand trading dynamics of a derivatives market (Q812387) (← links)